Yes, Urey and Miller showed that you could get simple organic molecules by passing an electric charge through gasses thought to be present around the early Earth.
But going from low molecular weight inputs to life is a vastly different problem. You could think of it as the most complicated bootstrapping problem in the universe.
Nobody has managed to do it in the lab, either. What can't be built from scratch can't be understood very well, and therein lies the problem.
If we had a stepwise procedure for building a self-replicating, self-feeding organism of any level of complexity from base components, we would know exactly what to look for.
Until then, the idea of sending a DNA amplifier to Mars isn't a bad fallback position.